V-Lab: LG Innotek Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

LG Innotek Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:38.30% (-0.50%)

Analysis last updated: Wednesday, May 15, 2024 at 02:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0053	2.17
$β$	0.8524	70.92
$γ$	0.0955	13.17
$λ_{1}$	0.1996	1.45
$λ_{2}$	0.0672	1.47
$λ_{3}$	0.9067	14.67

Estimation Period:
Jul 24, 2008 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts